Put Skew Harvest
Get paid for the fear premium in the put wing.
Live Track Record
DQI-filtered · since June 2, 2026How It Works
Harvests the persistent richness in out-of-the-money put implied volatility. When the put skew is elevated relative to at-the-money IV and the regime is supportive, the strategy structures a defined-risk position that sells the over-priced put-wing premium while keeping a hard cap on downside. It only engages inside a controlled IV band and aligned regime; it never sells naked into a falling market. The defined structure caps the maximum loss.
What Triggers This
- Out-of-the-money put skew elevated vs at-the-money IV
- Implied-volatility rank inside the controlled band (≈0.35+)
- Regime aligned — not a falling, fear-spiking market
- Defined-risk structure with a hard downside cap
- Adequate liquidity in the chosen put strikes
Best Market Conditions
Stable-to-rising markets carrying a fat, persistent put skew.
Post-shakeout periods where fear premium stays elevated.
Edges of the IV band — tighter structure and sizing.
Crashing tapes and skew that is already collapsing.
Recent Signals
Equity Curve
What You Receive
exampleIllustrative format only. Every live signal includes the exact entry, stop, target and conviction — routed to your broker via TradersPost.